Recorded Future and Quantitative Trading
By Chris on July 2, 2010
We get a lot of questions about how Recorded Future fits into quantitative trading – so we tried to put together the below picture to help lay out the landscape.
(Obviously) traditional market data (pricing, volume, volatility, etc.) forms the basis – both for doing R&D/modeling as well as for live trading. What we hope to depict below is how analytics/data coming out of Recorded Future and it’s live API can complement that – in R&D/modeling – but also in to live trading.
Traders may use both aggregate Recorded Future metrics such as momentum and sentiment as well as more granular data such as individual events to do everything from finding incremental alpha to implementing trading circuit breakers.
Obviously one particularly compelling aspect is that since we break down events temporally, we not only have access to historical events but also future events… how could that be used to predict asset pricing and volatility? All yours. Contact us to get access to the news analytics API.